Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130330.2839 | 64279.5587 | 66050.7252 | 125081.1928 | 74022.5668 | 51058.626 |
Total P&L (%) | 130.3303 | 64.2796 | 66.0507 | 125.0812 | 74.0226 | 51.0586 |
Avg Daily Profit (%) | 0.2502 | 0.1234 | 0.1268 | 0.1559 | 0.1064 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63110 | -40127 | -60916 | -91601 | -46128 | -60786 |
Profit Factor | 1.5462 | 1.7806 | 1.4227 | 1.3657 | 1.5942 | 1.2348 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 59.3023 | 58.1395 | 60.4651 | 59.3023 | 58.1395 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.0611 | 1.282 | 0.9302 | 0.9373 | 1.1478 | 0.8074 |
Largest Winning Trade | 24601 | 17769 | 24601 | 40528 | 38721 | 40528 |
Largest Losing Trade | -50998 | -10855 | -50998 | -47012 | -23924 | -47012 |
Avg Bars in Trades | 279 | 118 | 439 | 279 | 118 | 439 |
Avg Bars in Winners | 176 | 106 | 244 | 176 | 106 | 244 |
Avg Bars in Losers | 428 | 136 | 738 | 428 | 136 | 738 |
Bars Traded | 24010 | 5106 | 18904 | 24010 | 5106 | 18904 |
Profit Streak | 18.7862 | 82.1404 | 18.7862 | 18.7862 | 82.1404 | 18.7862 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431229 | -24415 | -23412 | 302495 | -47071 | -89009 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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